Let $(U, x^1, \ldots, x^n)$ be a chart of Riemannian manifold $M$, smooth coordinate chang
$(U, g_{\mu\nu}, x^1, \ldots, x^n) \to (U, g'_{\mu'\nu'}, y^1, \ldots, y^n)$.
Then $\partial^x_\mu =\frac{\partial}{\partial x^\mu}
= \frac{\partial y ^ {\mu'}}{\partial x^\mu} \frac{\partial}{\partial y^{\mu'}}
= \frac{\partial y ^ {\mu'}}{\partial x^\mu} \partial^y_{\mu'}$,
$\partial^x_\nu = \frac{\partial y ^ {\nu'}}{\partial x^\nu} \partial^y_{\nu'}$.
Inner product is invariant under coordinate change.
For $v, w\in T_p U, v = v^\mu \partial^x_\mu = v^\mu \frac{\partial y ^ {\mu'}}{\partial x^\mu} \partial^y_{\mu'},
w = w^\nu \partial^x_\nu = w^\nu \frac{\partial y ^ {\nu'}}{\partial x^\nu} \partial^y_{\nu'}$.
$\langle v, w\rangle = g_{\mu\nu}v^\mu w^\nu = g'_{\mu'\nu'}\frac{\partial y ^ {\mu'}}{\partial x^\mu}\frac{\partial y ^ {\nu'}}{\partial x^\nu} v^\mu w^\nu $, thus
$g'_{\mu'\nu'} = \frac{\partial x^\mu}{\partial y ^ {\mu'}} \frac{\partial x^\nu}{\partial y ^ {\nu'}}g_{\mu\nu}$. $g$ is a tensor.
$\Gamma_{\mu \nu}^{\lambda}=\frac{1}{2} g^{\lambda \rho}(\partial_{\mu}g_{\nu \rho} +\partial_{\nu}g_{\rho \mu}-\partial_{\rho}g_{\mu \nu}),
{\Gamma'}_{\mu' \nu'}^{\lambda'}=\frac{1}{2} {g'}^{\lambda' \rho'}(\partial_{\mu'} {g'}_{\nu' \rho'} +\partial_{\nu'} {g'}_{\rho' \mu'}-\partial_{\rho'}{g'}_{\mu' \nu'})$.
$\partial_{\alpha '}g_{\beta ' \gamma '}'
=\frac{\partial x^{\alpha } }{\partial y^{\alpha '} }\frac{\partial x^{\beta } }{\partial y^{\beta '} }\frac{\partial x^{\gamma } }{\partial y^{\gamma'}} \partial_\alpha g_{\beta \gamma}
+ g_{\beta \gamma} (\frac{\partial x^{\gamma} }{\partial y^{\gamma'} }\frac{\partial^{2} x^{\beta } }{\partial y^{\alpha '}\partial y^{\beta '} }+ \frac{\partial x^{\gamma } }{\partial y^{\beta '} }\frac{\partial^{2} x^{\beta } }{\partial y^{\alpha '}\partial y^{\gamma '}})$
\begin{align}\notag
&\partial_{\mu'} {g'}_{\nu' \rho'} + \partial_{\nu'} {g'}_{\rho' \mu'}-\partial_{\rho'}{g'}_{\mu' \nu'}\\
\notag&=\frac{\partial x^{\mu } }{\partial y^{\mu'} }\frac{\partial x^{\nu } }{\partial y^{\nu '} }\frac{\partial x^{\rho } }{\partial y^{\rho'}} \partial_\mu g_{\nu \rho}
+ g_{\nu \rho} (\frac{\partial x^{\rho} }{\partial y^{\rho'} }\frac{\partial^{2} x^{\nu } }{\partial y^{\mu '}\partial y^{\nu '} }+ \frac{\partial x^{\rho } }{\partial y^{\nu '} }\frac{\partial^{2} x^{\nu } }{\partial y^{\mu '}\partial y^{\rho '}})\\
\notag&+ \frac{\partial x^{\nu } }{\partial y^{\nu '} }\frac{\partial x^{\rho } }{\partial y^{\rho '} }\frac{\partial x^{\mu } }{\partial y^{\mu'}} \partial_\nu g_{\rho \mu}
+ g_{\rho \mu} (\frac{\partial x^{\mu} }{\partial y^{\mu'} }\frac{\partial^{2} x^{\rho } }{\partial y^{\nu '}\partial y^{\rho '} }+ \frac{\partial x^{\mu} }{\partial y^{\rho '} }\frac{\partial^{2} x^{\rho } }{\partial y^{\nu '}\partial y^{\mu '}})\\
\notag&-\frac{\partial x^{\rho } }{\partial y^{\rho '} }\frac{\partial x^{\mu } }{\partial y^{\mu '} }\frac{\partial x^{\nu } }{\partial y^{\nu'}} \partial_\rho g_{\mu \nu}
- g_{\mu\nu} (\frac{\partial x^{\nu} }{\partial y^{\nu'} }\frac{\partial^{2} x^{\mu } }{\partial y^{\rho'}\partial y^{\mu'} }+ \frac{\partial x^{\nu} }{\partial y^{\mu'} }\frac{\partial^{2} x^{\mu} }{\partial y^{\rho '}\partial y^{\nu'}})\\
\notag&=\frac{\partial x^{\mu } }{\partial y^{\mu'} }\frac{\partial x^{\nu } }{\partial y^{\nu '} }\frac{\partial x^{\rho } }{\partial y^{\rho'}}(\partial_\mu g_{\nu \rho}+\partial_\nu g_{\rho \mu}-\partial_\rho g_{\mu \nu})+g_{\nu \rho} (\frac{\partial x^{\rho} }{\partial y^{\rho'} }\frac{\partial^{2} x^{\nu } }{\partial y^{\mu '}\partial y^{\nu '} }+ \frac{\partial x^{\rho } }{\partial y^{\nu '} }\frac{\partial^{2} x^{\nu } }{\partial y^{\mu '}\partial y^{\rho '}}\\
\notag&\quad+\frac{\partial x^{\rho} }{\partial y^{\mu'} }\frac{\partial^{2} x^{\nu } }{\partial y^{\nu '}\partial y^{\rho '} }+ \frac{\partial x^{\rho} }{\partial y^{\rho '} }\frac{\partial^{2} x^{\nu } }{\partial y^{\nu '}\partial y^{\mu '}}
-\frac{\partial x^{\rho} }{\partial y^{\nu'} }\frac{\partial^{2} x^{\nu } }{\partial y^{\rho'}\partial y^{\mu'} }- \frac{\partial x^{\rho} }{\partial y^{\mu'} }\frac{\partial^{2} x^{\nu} }{\partial y^{\rho '}\partial y^{\nu'}})\\
\notag&=\frac{\partial x^{\mu } }{\partial y^{\mu'} }\frac{\partial x^{\nu } }{\partial y^{\nu '} }\frac{\partial x^{\rho } }{\partial y^{\rho'}}(\partial_\mu g_{\nu \rho}+\partial_\nu g_{\rho \mu}-\partial_\rho g_{\mu \nu})
+2 g_{\nu \rho} \frac{\partial x^{\rho} }{\partial y^{\rho'} }\frac{\partial^{2} x^{\nu } }{\partial y^{\mu '}\partial y^{\nu '} }
\end{align}
\begin{align}\notag
{\Gamma'}_{\mu' \nu'}^{\lambda'}
&=\frac{1}{2} {g'}^{\lambda' \rho'}(\partial_{\mu'} {g'}_{\nu' \rho'} +\partial_{\nu'} {g'}_{\rho' \mu'}-\partial_{\rho'}{g'}_{\mu' \nu'})\\
\notag&=\frac{1}{2} (\frac{\partial y ^ {\lambda'}}{\partial x^\lambda} \frac{\partial y ^ {\rho'}}{\partial x^\beta}g^{\lambda\beta})(\frac{\partial x^{\mu } }{\partial y^{\mu'} }\frac{\partial x^{\nu } }{\partial y^{\nu '} }\frac{\partial x^{\rho } }{\partial y^{\rho'}}(\partial_\mu g_{\nu \rho}+\partial_\nu g_{\rho \mu}-\partial_\rho g_{\mu \nu})
+2 g_{\nu \rho} \frac{\partial x^{\rho} }{\partial y^{\rho'} }\frac{\partial^{2} x^{\nu } }{\partial y^{\mu '}\partial y^{\nu '} })\\
\notag&=\frac{1}{2}g^{\lambda\beta}\delta_\beta^\rho \frac{\partial y ^ {\lambda'}}{\partial x^\lambda}\frac{\partial x^{\mu } }{\partial y^{\mu'} }\frac{\partial x^{\nu } }{\partial y^{\nu '}} (\partial_\mu g_{\nu \rho}+\partial_\nu g_{\rho \mu}-\partial_\rho g_{\mu \nu})+
g_{\nu \rho}g^{\lambda\beta}\delta_\beta^\rho \frac{\partial y ^ {\lambda'}}{\partial x^\lambda} \frac{\partial^{2} x^{\nu } }{\partial y^{\mu '}\partial y^{\nu '}}\\
\notag&=\frac{\partial y ^ {\lambda'}}{\partial x^\lambda}\frac{\partial x^{\mu } }{\partial y^{\mu'} }\frac{\partial x^{\nu } }{\partial y^{\nu '}} \frac{1}{2}g^{\lambda\rho}(\partial_\mu g_{\nu \rho}+\partial_\nu g_{\rho \mu}-\partial_\rho g_{\mu \nu})+\frac{\partial y ^ {\lambda'}}{\partial x^\lambda} \frac{\partial^{2} x^{\lambda } }{\partial y^{\mu '}\partial y^{\nu '}}\\
\notag&=\frac{\partial y ^ {\lambda'}}{\partial x^\lambda}\frac{\partial x^{\mu } }{\partial y^{\mu'} }\frac{\partial x^{\nu } }{\partial y^{\nu '}}\Gamma^\lambda_{\mu\nu}+\frac{\partial y ^ {\lambda'}}{\partial x^\lambda} \frac{\partial^{2} x^{\lambda } }{\partial y^{\mu '}\partial y^{\nu '}}
\end{align}
Thus Christoffel symbol is not a tensor.